Euro Bund Future June 2018
Trading Metrics calculated at close of trading on 21-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2018 |
21-May-2018 |
Change |
Change % |
Previous Week |
Open |
157.82 |
158.64 |
0.82 |
0.5% |
158.98 |
High |
158.82 |
159.50 |
0.68 |
0.4% |
159.01 |
Low |
157.80 |
158.61 |
0.81 |
0.5% |
157.61 |
Close |
158.67 |
159.24 |
0.57 |
0.4% |
158.67 |
Range |
1.02 |
0.89 |
-0.13 |
-12.7% |
1.40 |
ATR |
0.59 |
0.61 |
0.02 |
3.6% |
0.00 |
Volume |
803,279 |
958,509 |
155,230 |
19.3% |
4,403,467 |
|
Daily Pivots for day following 21-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161.79 |
161.40 |
159.73 |
|
R3 |
160.90 |
160.51 |
159.48 |
|
R2 |
160.01 |
160.01 |
159.40 |
|
R1 |
159.62 |
159.62 |
159.32 |
159.82 |
PP |
159.12 |
159.12 |
159.12 |
159.21 |
S1 |
158.73 |
158.73 |
159.16 |
158.93 |
S2 |
158.23 |
158.23 |
159.08 |
|
S3 |
157.34 |
157.84 |
159.00 |
|
S4 |
156.45 |
156.95 |
158.75 |
|
|
Weekly Pivots for week ending 18-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.63 |
162.05 |
159.44 |
|
R3 |
161.23 |
160.65 |
159.06 |
|
R2 |
159.83 |
159.83 |
158.93 |
|
R1 |
159.25 |
159.25 |
158.80 |
158.84 |
PP |
158.43 |
158.43 |
158.43 |
158.23 |
S1 |
157.85 |
157.85 |
158.54 |
157.44 |
S2 |
157.03 |
157.03 |
158.41 |
|
S3 |
155.63 |
156.45 |
158.29 |
|
S4 |
154.23 |
155.05 |
157.90 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
159.50 |
157.61 |
1.89 |
1.2% |
0.76 |
0.5% |
86% |
True |
False |
905,982 |
10 |
159.50 |
157.61 |
1.89 |
1.2% |
0.64 |
0.4% |
86% |
True |
False |
768,862 |
20 |
159.50 |
157.43 |
2.07 |
1.3% |
0.56 |
0.4% |
87% |
True |
False |
706,562 |
40 |
159.69 |
157.43 |
2.26 |
1.4% |
0.54 |
0.3% |
80% |
False |
False |
708,274 |
60 |
159.69 |
155.55 |
4.14 |
2.6% |
0.55 |
0.3% |
89% |
False |
False |
662,831 |
80 |
159.69 |
154.62 |
5.07 |
3.2% |
0.60 |
0.4% |
91% |
False |
False |
500,787 |
100 |
159.69 |
154.62 |
5.07 |
3.2% |
0.56 |
0.4% |
91% |
False |
False |
401,555 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.28 |
2.618 |
161.83 |
1.618 |
160.94 |
1.000 |
160.39 |
0.618 |
160.05 |
HIGH |
159.50 |
0.618 |
159.16 |
0.500 |
159.06 |
0.382 |
158.95 |
LOW |
158.61 |
0.618 |
158.06 |
1.000 |
157.72 |
1.618 |
157.17 |
2.618 |
156.28 |
4.250 |
154.83 |
|
|
Fisher Pivots for day following 21-May-2018 |
Pivot |
1 day |
3 day |
R1 |
159.18 |
159.03 |
PP |
159.12 |
158.82 |
S1 |
159.06 |
158.62 |
|